Ratio Spread with Calls- Creating a Zero Downside Risk Strategy in Stock Market
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- Peter Carr & Katrina Ellis & Vishal Gupta, 1998. "Static Hedging of Exotic Options," Journal of Finance, American Finance Association, vol. 53(3), pages 1165-1190, June.
- Claude Bardos & Raphaël Douady & Andrei Fursikov, 2002.
"Static Hedging Of Barrier Options With A Smile: An Inverse Problem,"
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hal-01477102, HAL.
- Claude Bardos & Raphaël Douady & Andrei Fursikov, 2002. "Static Hedging Of Barrier Options With A Smile: An Inverse Problem," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01477102, HAL.
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Keywords
Zero Downside Risk; Nifty; Options; Ratio Spread with Calls (1x2); Systematic Trading Plan;All these keywords.
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